Econometric Methods of Signal Extraction
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More about this item
KeywordsSignal extraction; Linear filtering; Frequency-domain analysis; Trend estimation;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-14 (All new papers)
- NEP-ECM-2005-05-14 (Econometrics)
- NEP-ETS-2005-05-14 (Econometric Time Series)
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